In a basic Bayesian Stackelberg game (BSG) model sec:model, the information asymmetry is one-sided, where the leader has incomplete knowledge about the follower's payoff. Hence, based on the prior distribution of the follower's type, the leader would commit to the optimal mixed strategy that brings her the highest expected utilityFollowing the convention, we refer to the leader as a female and to the follower as a male.. As is often assumed in BSG [1]}, the leader's realized action (pure strategy) cannot be observed by the follower, implying the follower can only best respond according to the mixed strategy announced by the leader. However, this hidden action also brings the leader asymmetric information over the follower, and a natural question arises: Can the leader leverage this information to get better off, compared with her Bayesian Stackelberg equilibrium payoff?
